Related papers: Relaxed sector condition
A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…
Random matrices tend to be well conditioned, and we employ this well known property to advance matrix computations. We prove that our algorithms employing Gaussian random matrices are efficient, but in our tests the algorithms have…
Based on the convergence of their infinitesimal generators in the mixed topology, we provide a stability result for strongly continuous convex monotone semigroups on spaces of continuous functions. In contrast to previous results, we do not…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
We study various improved staggered quark Dirac operators on quenched gluon backgrounds in lattice QCD. We find a clear separation of the spectrum of eigenvalues into high chirality, would-be zero modes and others, in accordance with the…
In this paper we develop a quantitative Harris theorem with effective control over the constants. A benefit of our methodology is the decoupling of the small set and Lyapunov-Foster Drift conditions. Our methodology allows any small set and…
We exhibit conditions under which the flow of marginal distributions of a discontinuous semimartingale $\xi$ can be matched by a Markov process, whose infinitesimal generator is expressed in terms of the local characteristics of $\xi$. Our…
We prove that for a so-called sticky process $S$ there exists an equivalent probability $Q$ and a $Q$-martingale $\tilde{S}$ that is arbitrarily close to $S$ in $L^p(Q)$ norm. For continuous $S$, $\tilde{S}$ can be chosen arbitrarily close…
Let $X=(X_t, t\geq 0)$ be a self-similar Markov process taking values in $\mathbb{R}$ such that the state 0 is a trap. In this paper, we present a necessary and sufficient condition for the existence of a self-similar recurrent extension of…
The small gain condition is sufficient for input-to-state stability (ISS) of interconnected systems. However, verification of the small gain condition requires large amount of computations in the case of a large size of the system. To…
Sparse variational Gaussian process (GP) approximations based on inducing points have become the de facto standard for scaling GPs to large datasets, owing to their theoretical elegance, computational efficiency, and ease of implementation.…
Continuous-variable bosonic systems stand as prominent candidates for implementing quantum computational tasks. While various necessary criteria have been established to assess their resourcefulness, sufficient conditions have remained…
We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…
For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. The particles are of two types; they perform random walks in the course of which those of distinct types repel each other. The interaction of this kind induces an…
Arakeljan's Theorem provides conditions on a relatively closed subset $F$ of a domain $G\subset\mathbb{C}$, such that any continuous function $f:F\rightarrow\mathbb{C}$ that is analytic in $F^\circ$, can be approximated by analytic…
In this paper, we investigate second-order necessary conditions and exact penalty of mathematical programs with switching constraints (MPSC). Some new second-order constraint qualifications and second-order quasi-normality are introduced…
In this paper we prove a weak necessary and sufficient maximum principle for Markovian regime switching stochastic optimal control problems. Instead of insisting on the maximum condition of the Hamiltonian, we show that 0 belongs to the sum…
By constructing a coupling in two steps and using the Girsanov theorem under a regular conditional probability, the log-Harnack inequality is established for a large class of Gruschin type semigroups whose generator might be both degenerate…
We show that preconditioners constructed by random sampling can perform well without meeting the standard requirements of iterative methods. When applied to graph Laplacians, this leads to ultra-sparsifiers that in expectation behave as the…